+291.3%
IR vs YUM
+156.8%
+134.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.0% |
| 7D | -2.8% | -2.0% | -0.8% | -1.6% |
| 30D | -15.1% | -1.1% | -14.0% | -14.9% |
| 3M | +6.1% | +1.8% | +4.3% | +3.9% |
| 6M | -16.8% | -4.7% | -12.1% | -15.3% |
| YTD | -3.5% | +0.6% | -4.1% | -5.3% |
| 1Y | -3.5% | +6.4% | -9.9% | -8.9% |
| 3Y | +9.5% | +22.6% | -13.1% | -8.0% |
| 5Y | +45.1% | +26.0% | +19.1% | +19.0% |
| All | +291.3% | +156.8% | +134.4% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling